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Vitor G. Azevedo
Vitor G. Azevedo
RPTU Kaiserslautern Landau
Verified email at rptu.de - Homepage
Title
Cited by
Cited by
Year
CO2 emissions: A quantitative analysis among the BRICS nations
VG Azevedo, S Sartori, LMS Campos
Renewable and Sustainable Energy Reviews 81, 107-115, 2018
1842018
Combination of forecasts for the price of crude oil on the spot market
VG Azevedo, LMS Campos
International Journal of Production Research 54 (17), 5219-5235, 2016
272016
Enhancing stock market anomalies with machine learning
V Azevedo, C Hoegner
Review of Quantitative Finance and Accounting 60 (1), 195-230, 2023
202023
Corporate sustainability and asset pricing models: empirical evidence for the Brazilian stock market
VG Azevedo, AAP Santos, LMS Campos
Production 26, 516-526, 2016
182016
Stock market anomalies and machine learning across the globe
V Azevedo, GS Kaiser, S Müller
Journal of Asset Management, 1-23, 2023
152023
Earnings forecasts: the case for combining analysts’ estimates with a cross-sectional model
V Azevedo, P Bielstein, M Gerhart
Review of Quantitative Finance and Accounting 56 (2), 545-579, 2021
152021
Investor sentiment and the time-varying sustainability premium
V Azevedo, C Kaserer, LMS Campos
Journal of Asset Management 22 (7), 600-621, 2021
142021
Analyst recommendations and anomalies across the globe
V Azevedo, S Müller
Available at SSRN, 2020
112020
Analyst recommendations and mispricing across the globe
V Azevedo, S Müller
Available at SSRN 3705141, 2020
72020
The implied cost of capital and the time-series of expected returns
VG Azevedo
29th Australasian Finance and Banking Conference, 1-31, 2016
42016
Mispricing decomposition and global mispricing index
V Azevedo, M Chen, C Kaserer, S Müller
Available at SSRN 4326763, 2023
12023
The Expected Returns on Machine-Learning Strategies
V Azevedo, C Hoegner, M Velikov
Available at SSRN, 2023
2023
Analysts’ underreaction and momentum strategies
V Azevedo
Journal of Economic Dynamics and Control 146, 104560, 2023
2023
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